The truth of the matter is that Steve was just as hot for Thor as Thor was for him. The problem, though, was that Steve was still very uncomfortable with his sexuality, whereas Thor was not.
But one day, Steve finally found a way to overcome his inhibitions and let go.
"Gawd, I need a drink!"
Captain America is of course immune to the effects of alcohol as a consequence of the Super Soldier Serum. But even Cap can get drunk on Thor's flask of Asgardian ale additive which boosts Midgardian alcohol to "God Strength."
So that's what he did. Captain America got plastered. Absolutely shit-faced. His puritanical inhibitions vanished and all of a sudden, Thor became the pursued. The hotly pursued. Not that Thor put up much resistance.
And that's when the good ship Thundershield set sail.